The world is not neatly compartmentalized into clean crisp divisions. Mental illness (psychological disorders) are often tied to physiological (the body and how it works) disorders.
"The separation of psychology from the premises of biology is purely artificial, because the human psyche lives in indissoluble union with the body."
- Carl Jung
For example, meditation had been recently documented to have numerous beneficial effects on the body. We all know how a person's mood can affect their body language, however it is also documented how changing your body language can affect your mood.
That's why if you research and pay attention you may hear or read how a lot of things such as sitting, staying indoors, may cause depression. This is because your body adapts to your habit. If you have bad habits, your body tries to make up for it. For example, if you do drugs to get high (release serotonin or dopamine, etc) eventually your body sees this extra surge in hormones and makes more receptors to make up for it. This usually results in that same dosage of drugs not being enough to give you the same high or for the same amount of time. So then you need more drugs or harder drugs to reach your high and at the same time when you crash, your lows get even lower and it's harder to deal with the fatigue and depression that comes with that so you look for more drugs and the cycle continues into an addiction.
Every action and stimulus you do to your body creates a ripple effect. Your body wants to be in balance sometimes if something is wrong in the brain, it will take something from another part of the body to create balance and then you end up with another or different issue and vice versa.
So to find a healthy solution we need to treat the cause and not the symptom. Prescription drugs usually treat the symptoms. The best solution for many things usually involves tackling the problem from different angles hence creating a healthy lifestyle.
TLDR; the mind and body are intrinsically connected. What happens in one part can affect others like a ripple effect. So changing your lifestyle may help with depression triggered by bad habits or an tragic event but it's not necessarily a cure. Everyone has a different equilibrium to maintain.
However, clinical depression is a disorder caused by a congenital chemical imbalance. This might be their equilibrium. The is no cure or fix, they just have to learn to live with it.